//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical methods of operations research"
~subject:"Mathematische Optimierung"
~subject:"Optionsgeschäft"
~subject:"Statistische Verteilung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
United States
Mathematische Optimierung
Optionsgeschäft
Statistische Verteilung
Theorie
1,107
Theory
1,107
Mathematical programming
221
Portfolio selection
213
Stochastic process
166
Stochastischer Prozess
166
Option pricing theory
115
Optionspreistheorie
115
Markov chain
90
Markov-Kette
90
Volatility
78
Volatilität
78
Credit risk
68
Hedging
68
Kreditrisiko
68
Derivat
66
Derivative
66
Risiko
54
Risk
54
Yield curve
52
Zinsstruktur
52
Game theory
49
Spieltheorie
49
CAPM
45
Risikomaß
37
Risk measure
37
Dynamic programming
36
Financial market
36
Finanzmarkt
36
Dynamische Optimierung
35
Statistical distribution
35
Börsenkurs
34
Cooperative game
34
Kooperatives Spiel
34
Share price
34
USA
32
more ...
less ...
Online availability
All
Undetermined
133
Type of publication
All
Article
467
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
459
Aufsatz in Zeitschrift
459
Collection of articles of several authors
5
Sammelwerk
5
Conference paper
2
Konferenzbeitrag
2
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
471
Author
All
Korn, Ralf
11
Konno, Hiroshi
6
Fabozzi, Frank J.
5
Platen, Eckhard
5
Bäuerle, Nicole
4
Kraft, Holger
4
Račev, Svetlozar T.
4
Wilmott, Paul
4
Chen, Zhiping
3
Fang, Shu-Cherng
3
Forsyth, Peter A.
3
Frahm, Gabriel
3
Kallsen, Jan
3
Kim, Young Shin
3
Kwok, Yue-Kuen
3
Löhne, Andreas
3
Madan, Dilip B.
3
Sass, Jörn
3
Schoutens, Wim
3
Wu, Lixin
3
Wunderlich, Ralf
3
Yamamoto, Rei
3
Ahookhosh, Masoud
2
Altman, Eitan
2
Anderson, Edward J.
2
Arai, Takuji
2
Baviera, Roberto
2
Benth, Fred Espen
2
Berman, Oded
2
Borgwardt, Karl Heinz
2
Bouchaud, Jean-Philippe
2
Brigo, Damiano
2
Cambini, Riccardo
2
Carassus, Laurence
2
Ehrgott, Matthias
2
Epstein, D.
2
Escobar, Marcos
2
Evstigneev, Igor V.
2
Ewald, Christian-Oliver
2
Fliege, Jörg
2
more ...
less ...
Institution
All
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Published in...
All
International journal of theoretical and applied finance
Mathematical methods of operations research
European journal of operational research : EJOR
2,246
Working paper / National Bureau of Economic Research, Inc.
1,556
Computers & operations research : and their applications to problems of world concern ; an international journal
1,207
International journal of production research
612
Operations research letters
608
Discussion paper / Centre for Economic Policy Research
458
Insurance / Mathematics & economics
414
Journal of banking & finance
399
Operations research
384
Journal of economic dynamics & control
363
NBER working paper series
351
Mathematics of operations research
349
INFORMS journal on computing : JOC
335
The American economic review
331
Economics letters
326
The review of financial studies
307
Management science : journal of the Institute for Operations Research and the Management Sciences
305
Working paper
301
The journal of finance : the journal of the American Finance Association
297
American journal of agricultural economics
278
Discussion paper / Tinbergen Institute
275
International journal of production economics
270
NBER Working Paper
268
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
263
The review of economics and statistics
244
Applied economics
242
Journal of financial economics
231
Journal of the Operational Research Society : OR
227
Journal of econometrics
211
Journal of monetary economics
208
CESifo working papers
207
Mathematical finance : an international journal of mathematics, statistics and financial theory
203
Omega : the international journal of management science
203
Journal of political economy
202
Finance research letters
201
Discussion paper / Center for Economic Research, Tilburg University
197
Discussion paper series / IZA
197
Finance and stochastics
191
more ...
less ...
Source
All
ECONIS (ZBW)
471
Showing
1
-
10
of
471
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
Saved in:
2
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
3
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
4
Survival investment strategies in a continuous-time market model with competition
Zhitlukhin, M. V.
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012650248
Saved in:
5
Asset dependency structures and portfolio insurance strategies
Mantilla-Garcia, Daniel
;
Horst, Enrique ter
;
Audeguil, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652614
Saved in:
6
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
7
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
8
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
9
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
10
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->